+336.9%
BMY vs ACM
+252.7%
+84.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +1.8% | +6.6% | -4.8% | +0.3% |
| 30D | +6.2% | +19.8% | -13.5% | +2.1% |
| 3M | -2.1% | -3.1% | +1.0% | -1.9% |
| 6M | +14.3% | -11.5% | +25.8% | +16.3% |
| YTD | +21.6% | -24.7% | +46.3% | +27.6% |
| 1Y | +38.8% | -45.1% | +83.8% | +55.9% |
| 3Y | +42.9% | -8.9% | +51.8% | +41.7% |
| 5Y | +30.1% | +5.4% | +24.7% | +23.2% |
| 10Y | +58.2% | +131.1% | -72.9% | +18.7% |
| All | +336.9% | +252.7% | +84.1% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling